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20082026
most citedAsymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

15 citations · 35 across the 20 of their papers we have counts for

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math.PR2025

Weak conditional propagation of chaos for systems of interacting particles with nearly stable jumps

Eva Löcherbach, Dasha Loukianova, Elisa Marini

We consider a system of interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every…

math.PR2025

Nonparametric estimation of the jump rate in mean field interacting systems of neurons

Aline Duarte, Kadmo Laxa, Eva Löcherbach +1

We consider finite systems of interacting neurons described by non-linear Hawkes processes in a mean field frame. Neurons are described by their membrane potential. They spike…

math.PR2024

Strong propagation of chaos for systems of interacting particles with nearly stable jumps

Eva Löcherbach, Dasha Loukianova, Elisa Marini

We consider a system of interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every…

math.PR2023★ 1 cited

Mean field limits of interacting particle systems with positive stable jumps

Dasha Loukianova, Eva Löcherbach

This note is a companion article to the recent paper Löcherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump…

math.PR2022

Limit of the environment viewed from Sinaï's walk

Francis Comets, Oleg Loukianov, Dasha Loukianova

For Sinaï's walk (X_k) we show that the empirical measure of the environment seen from the particle (\bar\w_k) converges in law to some random measure S. This limit measure is expl…

math.PR2021★ 1 cited

Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling

Xavier Erny, Eva Löcherbach, Dasha Loukianova

We consider the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and Löcherbach (2016) and then further studied in Erny, Löcherbach and…